| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
12,336.25 |
12,800.00 |
463.75 |
3.8% |
12,952.75 |
| High |
12,856.50 |
12,981.50 |
125.00 |
1.0% |
13,316.75 |
| Low |
12,316.50 |
12,695.00 |
378.50 |
3.1% |
12,200.00 |
| Close |
12,778.00 |
12,739.00 |
-39.00 |
-0.3% |
12,654.00 |
| Range |
540.00 |
286.50 |
-253.50 |
-46.9% |
1,116.75 |
| ATR |
370.86 |
364.83 |
-6.03 |
-1.6% |
0.00 |
| Volume |
11,383 |
14,465 |
3,082 |
27.1% |
28,780 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,664.75 |
13,488.25 |
12,896.50 |
|
| R3 |
13,378.25 |
13,201.75 |
12,817.75 |
|
| R2 |
13,091.75 |
13,091.75 |
12,791.50 |
|
| R1 |
12,915.25 |
12,915.25 |
12,765.25 |
12,860.25 |
| PP |
12,805.25 |
12,805.25 |
12,805.25 |
12,777.50 |
| S1 |
12,628.75 |
12,628.75 |
12,712.75 |
12,573.75 |
| S2 |
12,518.75 |
12,518.75 |
12,686.50 |
|
| S3 |
12,232.25 |
12,342.25 |
12,660.25 |
|
| S4 |
11,945.75 |
12,055.75 |
12,581.50 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,073.75 |
15,480.75 |
13,268.25 |
|
| R3 |
14,957.00 |
14,364.00 |
12,961.00 |
|
| R2 |
13,840.25 |
13,840.25 |
12,858.75 |
|
| R1 |
13,247.25 |
13,247.25 |
12,756.25 |
12,985.50 |
| PP |
12,723.50 |
12,723.50 |
12,723.50 |
12,592.75 |
| S1 |
12,130.50 |
12,130.50 |
12,551.75 |
11,868.50 |
| S2 |
11,606.75 |
11,606.75 |
12,449.25 |
|
| S3 |
10,490.00 |
11,013.75 |
12,347.00 |
|
| S4 |
9,373.25 |
9,897.00 |
12,039.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,981.50 |
12,200.00 |
781.50 |
6.1% |
456.25 |
3.6% |
69% |
True |
False |
11,553 |
| 10 |
13,341.75 |
12,200.00 |
1,141.75 |
9.0% |
446.25 |
3.5% |
47% |
False |
False |
7,429 |
| 20 |
13,888.25 |
12,200.00 |
1,688.25 |
13.3% |
361.50 |
2.8% |
32% |
False |
False |
4,337 |
| 40 |
13,888.25 |
12,200.00 |
1,688.25 |
13.3% |
310.25 |
2.4% |
32% |
False |
False |
2,549 |
| 60 |
13,888.25 |
12,200.00 |
1,688.25 |
13.3% |
269.00 |
2.1% |
32% |
False |
False |
1,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,199.00 |
|
2.618 |
13,731.50 |
|
1.618 |
13,445.00 |
|
1.000 |
13,268.00 |
|
0.618 |
13,158.50 |
|
HIGH |
12,981.50 |
|
0.618 |
12,872.00 |
|
0.500 |
12,838.25 |
|
0.382 |
12,804.50 |
|
LOW |
12,695.00 |
|
0.618 |
12,518.00 |
|
1.000 |
12,408.50 |
|
1.618 |
12,231.50 |
|
2.618 |
11,945.00 |
|
4.250 |
11,477.50 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
12,838.25 |
12,701.75 |
| PP |
12,805.25 |
12,664.50 |
| S1 |
12,772.00 |
12,627.25 |
|